+19.0%
KWEB vs MLM
+483.9%
-465.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -3.0% |
| 7D | +4.1% | -3.8% | +8.0% | +5.2% |
| 30D | -2.5% | +11.0% | -13.5% | -5.6% |
| 3M | -15.2% | -3.1% | -12.1% | -14.6% |
| 6M | -17.7% | -9.8% | -7.9% | -16.0% |
| YTD | -28.6% | -14.4% | -14.2% | -26.2% |
| 1Y | -33.8% | -12.6% | -21.3% | -32.0% |
| 3Y | +1.2% | +19.7% | -18.6% | -7.0% |
| 5Y | -39.2% | +29.8% | -68.9% | -46.2% |
| 10Y | -20.7% | +153.5% | -174.2% | -45.8% |
| All | +19.0% | +483.9% | -465.0% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling